-35.5%
OPEN vs CNP
-7.6%
-27.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | 0.0% |
| 7D | -4.3% | +1.1% | -5.4% | -3.3% |
| 30D | -16.2% | -1.8% | -14.4% | -17.2% |
| 3M | -36.4% | -4.6% | -31.7% | -38.5% |
| 6M | -35.5% | -8.8% | -26.6% | -40.7% |
| All | -35.5% | -7.6% | -27.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling